Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-19 51.730928 57.216857 63.387749 70.918533 79.966539 90.628899 104.364437
2025-01-26 46.090852 53.709556 63.059726 75.689853 92.835818 116.194617 152.253869
2025-02-02 43.178191 52.158993 63.884694 80.987609 106.634105 146.406162 220.124372
2025-02-09 40.033119 49.583896 62.614092 82.736104 115.371983 171.899788 296.829958
2025-02-16 37.037726 46.716730 60.358496 82.366385 120.379380 192.771180 382.241469
2025-02-23 34.681508 44.420815 58.533912 82.192394 125.471052 215.826005 500.089193
2025-03-02 32.283559 41.804602 55.880363 80.153248 126.541829 230.818763 618.100256
2025-03-09 30.333485 39.662252 53.702600 78.545541 128.006179 247.541446 780.256021
2025-03-16 28.109892 36.943100 50.364194 74.441878 123.466042 246.928056 863.741371
2025-03-23 27.556732 36.695389 50.925915 77.402892 134.686711 296.906983 1484.561878
2025-03-30 26.330685 35.318450 49.506979 76.457850 136.879034 320.960966 2136.574176
2025-04-06 25.049204 33.774035 47.683301 74.503208 136.234438 335.216031 2925.742724
2025-04-13 23.478431 31.759216 45.042413 70.900359 131.434686 333.997133 3608.883129
2025-04-20 23.393179 32.103829 46.468214 75.670489 149.695896 448.891323 42783.651705
2025-04-27 23.344089 32.493959 48.003410 80.966074 172.023895 636.996704 NaN
2025-05-04 22.795413 32.015057 47.918883 82.713831 184.649770 809.692333 NaN
2025-05-11 22.025270 31.113828 46.972424 82.344269 190.239474 950.993515 NaN
2025-05-18 21.340785 30.317750 46.158173 82.170352 196.616644 1139.964069 NaN
2025-05-25 20.494389 29.200294 44.651811 80.132063 195.381194 1235.106780 NaN
2025-06-01 19.756091 28.235658 43.378786 78.525023 195.439823 1366.627621 NaN
2025-06-08 18.788002 26.834864 41.186869 74.423027 184.435396 1261.990169 NaN
2025-06-15 18.644498 26.862005 41.775790 77.382843 203.753567 1959.525495 NaN
2025-06-22 18.103190 26.164325 40.887499 76.438187 206.008866 2313.141941 NaN